Feature space interpretation of SVMs with indefinite kernels

Kernel methods are becoming increasingly popular for various kinds of machine learning tasks, the most famous being the support vector machine (SVM) for classification. The SVM is well understood when using conditionally positive definite (cpd) kernel functions. However, in practice, non-cpd kernels arise and demand application in SVM. The procedure of "plugging" these indefinite kernels in SVM often yields good empirical classification results. However, they are hard to interpret due to missing geometrical and theoretical understanding. In this paper, we provide a step toward the comprehension of SVM classifiers in these situations. We give a geometric interpretation of SVM with indefinite kernel functions. We show that such SVM are optimal hyperplane classifiers not by margin maximization, but by minimization of distances between convex hulls in pseudo-Euclidean spaces. By this, we obtain a sound framework and motivation for indefinite SVM. This interpretation is the basis for further theoretical analysis, e.g., investigating uniqueness, and for the derivation of practical guidelines like characterizing the suitability of indefinite SVM.     

A Novel Indefinite Kernel Dimensionality Reduction Algorithm: Weighted Generalized Indefinite Kernel Discriminant Analysis

Kernel methods are becoming increasingly popular for many real-world learning problems. And these methods for data analysis are frequently considered to be restricted to positive definite kernels. In practice, however, indefinite kernels arise and demand application in pattern analysis. In this paper, we present several formal extensions of kernel discriminant analysis (KDA) methods which can be used with indefinite kernels. In particular they include indefinite KDA (IKDA) based on generalized singular value decomposition (IKDA/GSVD), pseudo-inverse IKDA, null space IKDA and range space IKDA. Similar to the case of LDA-based algorithms, IKDA-based algorithms also fail to consider that different contribution of each pair of class to the discrimination. To remedy this problem, weighted schemes are incorporated into IKDA extensions in this paper and called them weighted generalized IKDA algorithms. Experiments on two real-world data sets are performed to test and evaluate the effectiveness of the proposed algorithms and the effect of weights on indefinite kernel functions. The results show that the effect of weighted schemes is very significantly.     

Kernel Discriminant Analysis for Positive Definite and Indefinite Kernels

Kernel methods are a class of well established and successful algorithms for pattern analysis thanks to their mathematical elegance and good performance. Numerous nonlinear extensions of pattern recognition techniques have been proposed so far based on the so-called kernel trick. The objective of this paper is twofold. First, we derive an additional kernel tool that is still missing, namely kernel quadratic discriminant (KQD). We discuss different formulations of KQD based on the regularized kernel Mahalanobis distance in both complete and class-related subspaces. Secondly, we propose suitable extensions of kernel linear and quadratic discriminants to indefinite kernels. We provide classifiers that are applicable to kernels defined by any symmetric similarity measure. This is important in practice because problem-suited proximity measures often violate the requirement of positive definiteness. As in the traditional case, KQD can be advantageous for data with unequal class spreads in the kernel-induced spaces, which cannot be well separated by a linear discriminant. We illustrate this on artificial and real data for both positive definite and indefinite kernels.     

A maximum margin clustering algorithm based on indefinite kernels

Indefinite kernels have attracted more and more attentions in machine learning due to its wider application scope than usual positive definite kernels. However, the research about indefinite kernel clustering is relatively scarce. Furthermore, existing clustering methods are mainly designed based on positive definite kernels which are incapable in indefinite kernel scenarios. In this paper, we propose a novel indefinite kernel clustering algorithm termed as indefinite kernel maximum margin clustering (IKMMC) based on the state-of-the-art maximum margin clustering (MMC) model. IKMMC tries to find a proxy positive definite kernel to approximate the original indefinite one and thus embeds a new F-norm regularizer in the objective function to measure the diversity of the two kernels, which can be further optimized by an iterative approach. Concretely, at each iteration, given a set of initial class labels, IKMMC firstly transforms the clustering problem into a classification one solved by indefinite kernel support vector machine (IKSVM) with an extra class balance constraint and then the obtained prediction labels will be used as the new input class labels at next iteration until the error rate of prediction is smaller than a prespecified tolerance. Finally, IKMMC utilizes the prediction labels at the last iteration as the expected indices of clusters. Moreover, we further extend IKMMC from binary clustering problems to more complexmulti-class scenarios. Experimental results have shown the superiority of our algorithms.     

两阶段不定核支持向量机

近年来,在机器学习的各个领域出现了越来越多不定的度量核矩阵,使得不定核支持向量机(IKSVM)得到了广泛关注。但是,现有IKSVM算法通常不能较好地解决高维数据所带来的信息冗余和样本稀疏等问题。针对此研究现状,对现有主流的IKSVM算法进行了研究,并基于再生核Kre?n空间(RKKS)中对IKSVM问题的稳定化定义,从理论上证明了IKSVM问题的本质为不定核主成分分析(IKPCA)降维后空间中的支持向量机(SVM)问题,进一步地提出求解IKSVM问题的新型学习框架TP-IKSVM。TP-IKSVM通过将IKSVM问题的求解拆分为IKPCA和SVM两个阶段,充分地发挥了IKPCA在处理高维数据的信息冗余和样本稀疏等方面的优势,同时结合SVM以有效分类。在真实数据集上的实验结果表明,TP-IKSVM的分类精度优于现有主流的IKSVM算法。     

Lp范数约束的多核半监督支持向量机学习方法

在机器学习领域,核方法是解决非线性模式识别问题的一种有效手段.目前,用多核学习方法代替传统的单核学习已经成为一个新的研究热点,它在处理异构、不规则和分布不平坦的样本数据情况下,表现出了更好的灵活性、可解释性以及更优异的泛化性能.结合有监督学习中的多核学习方法,提出了基于L_p范数约束的多核半监督支持向量机(semi-supervised support vector machine,简称S³VM)的优化模型.该模型的待优化参数包括高维空间的决策函数f_m和核组合权系数θm.同时,该模型继承了单核半监督支持向量机的非凸非平滑特性.采用双层优化过程来优化这两组参数,并采用改进的拟牛顿法和基于成对标签交换的局部搜索算法分别解决模型关于f_m的非平滑及非凸问题,以得到模型近似最优解.在多核框架中同时加入基本核和流形核,以充分利用数据的几何性质.实验结果验证了算法的有效性及较好的泛化性能.     

Accelerated max-margin multiple kernel learning

Kernel machines such as Support Vector Machines (SVM) have exhibited successful performance in pattern classification problems mainly due to their exploitation of potentially nonlinear affinity structures of data through the kernel functions. Hence, selecting an appropriate kernel function, equivalently learning the kernel parameters accurately, has a crucial impact on the classification performance of the kernel machines. In this paper we consider the problem of learning a kernel matrix in a binary classification setup, where the hypothesis kernel family is represented as a convex hull of fixed basis kernels. While many existing approaches involve computationally intensive quadratic or semi-definite optimization, we propose novel kernel learning algorithms based on large margin estimation of Parzen window classifiers. The optimization is cast as instances of linear programming. This significantly reduces the complexity of the kernel learning compared to existing methods, while our large margin based formulation provides tight upper bounds on the generalization error. We empirically demonstrate that the new kernel learning methods maintain or improve the accuracy of the existing classification algorithms while significantly reducing the learning time on many real datasets in both supervised and semi-supervised settings.     

核函数的选择研究综述

核方法是解决非线性模式分析问题的一种有效方法,是当前机器学习领域的一个研究热点.核函数是影响核方法性能的关键因素,以支持向量机作为核函数的载体,从核函数的构造、核函数中参数的选择、多核学习3个角度对核函数的选择的研究现状及其进展情况进行了系统地概述,并指出根据特定应用领域选择核函数、设计有效的核函数度量标准和拓宽核函数选择的研究范围是其中3个值得进一步研究的方向.     

基于CPSO的混合核函数SVM参数优化及应用

支持向量机(SVM)建模的拟合精度和泛化能力取决于相关参数的选取,目前SVM中的参数的寻优一般只针对惩罚系数和核参数,而混合核函数的引入,使SVM增加了一个可调参数.针对混合核函数SVM的多参数选择问题,提出利用具有较强全局搜索能力的混沌粒子群(CPSO)优化算法对混合核函数SVM建模过程中的重要参数进行优化调整,每一...     

A novel kernel method for clustering

Kernel methods are algorithms that, by replacing the inner product with an appropriate positive definite function, implicitly perform a nonlinear mapping of the input data into a high-dimensional feature space. In this paper, we present a kernel method for clustering inspired by the classical k-means algorithm in which each cluster is iteratively refined using a one-class support vector machine. Our method, which can be easily implemented, compares favorably with respect to popular clustering algorithms, like k-means, neural gas, and self-organizing maps, on a synthetic data set and three UCI real data benchmarks (IRIS data, Wisconsin breast cancer database, Spam database).     

普适性核度量标准比较研究

核方法是一类应用较为广泛的机器学习算法,已被应用于分类、聚类、回归和特征选择等方面.核函数的选择与参数优化一直是影响核方法效果的核心问题,从而推动了核度量标准,特别是普适性核度量标准的研究.对应用最为广泛的5种普适性核度量标准进行了分析与比较研究,包括KTA,EKTA,CKTA,FSM和KCSM.发现上述5种普适性度量标准的度量内容为特征空间中线性假设的平均间隔,与支持向量机最大化最小间隔的优化标准存在偏差.然后,使用模拟数据分析了上述标准的类别分布敏感性、线性平移敏感性、异方差数据敏感性,发现上述标准仅是核度量的充分非必要条件,好的核函数可能获得较低的度量值.最后,在9个UCI数据集和20Newsgroups数据集上比较了上述标准的度量效果,发现CKTA是度量效果最好的普适性核度量标准.     

求解非半正定核Huber-支持向量回归机问题的序列最小最优化算法

序列最小最优化(SMO)算法是求解大型支持向量机(SVM)问题的有效算法.已有的算法都要求核函数是正定的或半正定的,从而使其应用受到限制.针对这种缺点,本文提出一种新的的SMO算法,可求解非半正定核Huber-SVR问题.提出的算法在保证收敛的前提下可使非半正定Huber-SVR能够达到比较理想的回归精度,因而具有一定的理论意义和实用价值.     

一种支持向量机的组合核函数

核函数是支持向量机的核心，不同的核函数将产生不同的分类效果，核函数也是支持向量机理论中比较难理解的一部分。通过引入核函数，支持向量机可以很容易地实现非线性算法。首先探讨了核函数的本质，说明了核函数与所映射空间之间的关系，进一步给出了核函数的构成定理和构成方法，说明了核函数分为局部核函数与全局核函数两大类，并指出了两者的区别和各自的优势。最后，提出了一个新的核函数——组合核函数，并将该核函数应用于支持向量机中，并进行了人脸识别实验，实验结果也验证了该核函数的有效性。     

基于超球和ASSRFOA的多生支持向量机

支持向量机(support vector machine, SVM)是一种基于结构风险最小化的机器学习方法, 能够有效解决分类问题. 但随着研究问题的复杂化, 现实的分类问题往往是多分类问题, 而SVM仅能用于处理二分类任务. 针对这个问题, 一对多策略的多生支持向量机(multiple birth support vector machine, MBSVM)能够以较低的复杂度实现多分类, 但缺点在于分类精度较低. 本文对MBSVM进行改进, 提出了一种新的SVM多分类算法: 基于超球(hypersphere)和自适应缩小步长果蝇优化算法(fruit fly optimization algorithm with adaptive step size reduction, ASSRFOA)的MBSVM, 简称HA-MBSVM. 通过拟合超球得到的信息, 先进行类别划分再构建分类器, 并引入约束距离调节因子来适当提高分类器的差异性, 同时采用ASSRFOA求解二次规划问题, HA-MBSVM可以更好地解决多分类问题. 我们采用6个数据集评估HA-MBSVM的性能, 实验结果表明HA-MBSVM的整体性能优于各对比算法.     

基于空间句法和最短路径的图核

针对图模式识别领域中现有图核方法对反映图本身拓扑结构的节点特征挖掘不够充分的问题,提出了基于空间句法和最短路径的图核。借鉴建筑学与城市规划学科中的空间句法理论构造分布于图节点上的拓扑特征的量化描述,基于此提出了可表示、计算,正定、适用范围较广的空间句法核和基于最短路径的空间句法核,进而借助支持向量机实现了非精确图匹配。不同于其他图核方法,该方法对图的拓扑特征表达能力强,通用性较好。实验结果表明,所设计的图核在分类精度方面相较于最短路径核有较显著的改善。     

Primal explicit max margin feature selection for nonlinear support vector machines

Embedding feature selection in nonlinear support vector machines (SVMs) leads to a challenging non-convex minimization problem, which can be prone to suboptimal solutions. This paper develops an effective algorithm to directly solve the embedded feature selection primal problem. We use a trust-region method, which is better suited for non-convex optimization compared to line-search methods, and guarantees convergence to a minimizer. We devise an alternating optimization approach to tackle the problem efficiently, breaking it down into a convex subproblem, corresponding to standard SVM optimization, and a non-convex subproblem for feature selection. Importantly, we show that a straightforward alternating optimization approach can be susceptible to saddle point solutions. We propose a novel technique, which shares an explicit margin variable to overcome saddle point convergence and improve solution quality. Experiment results show our method outperforms the state-of-the-art embedded SVM feature selection method, as well as other leading filter and wrapper approaches.     

支持向量机核函数选择研究与仿真

支持向量机是一种基于核的学习方法,核函数选取对支持向量机性能有着重要的影响,如何有效地进行核函数选择是支持向量机研究领域的一个重要问题。目前大多数核选择方法不考虑数据的分布特征,没有充分利用隐含在数据中的先验信息。为此,引入能量熵概念,借助超球体描述和核函数蕴藏的度量特征,提出一种基于样本分布能量熵的支持向量机核函数选择方法,以提高SVM学习能力和泛化能力。数值实例仿真验证表明了该方法的可行性和有效性。     

Towards kernelizing the classifier for hyperbolic data

Data hierarchy, as a hidden property of data structure, exists in a wide range of machine learning applications. A common practice to classify such hierarchical data is first to encode the data in the Euclidean space, and then train a Euclidean classifier. However, such a paradigm leads to a performance drop due to distortion of data embedding in the Euclidean space. To relieve this issue, hyperbolic geometry is investigated as an alternative space to encode the hierarchical data for its higher ability to capture the hierarchical structures. Those methods cannot explore the full potential of the hyperbolic geometry, in the sense that such methods define the hyperbolic operations in the tangent plane, causing the distortion of data embeddings. In this paper, we develop two novel kernel formulations in the hyperbolic space, with one being positive definite (PD) and another one being indefinite, to solve the classification tasks in hyperbolic space. The PD one is defined via mapping the hyperbolic data to the Drury-Arveson (DA) space, which is a special reproducing kernel Hilbert space (RKHS). To further increase the discrimination of the classifier, an indefinite kernel is further defined in the Kreĭn spaces. Specifically, we design a 2-layer nested indefinite kernel which first maps hyperbolic data into the DA spaces, followed by a mapping from the DA spaces to the Kreĭn spaces. Extensive experiments on real-world datasets demonstrate the superiority of the proposed kernels.     

进化贝叶斯优化的核极限学习机分类器

为解决传统核极限学习机算法参数优化困难的问题,提高分类准确度,提出一种改进贝叶斯优化的核极限学习机算法.用樽海鞘群设计贝叶斯优化框架中获取函数的下置信界策略,提高算法的局部搜索能力和寻优能力;用这种改进的贝叶斯优化算法对核极限学习机的参数进行寻优,用最优参数构造核极限学习机分类器.在UCI真实数据集上进行仿真实验,实验...     

Online Multiple Kernel Classification

Although both online learning and kernel learning have been studied extensively in machine learning, there is limited effort in addressing the intersecting research problems of these two important topics. As an attempt to fill the gap, we address a new research problem, termed Online Multiple Kernel Classification (OMKC), which learns a kernel-based prediction function by selecting a subset of predefined kernel functions in an online learning fashion. OMKC is in general more challenging than typical online learning because both the kernel classifiers and the subset of selected kernels are unknown, and more importantly the solutions to the kernel classifiers and their combination weights are correlated. The proposed algorithms are based on the fusion of two online learning algorithms, i.e., the Perceptron algorithm that learns a classifier for a given kernel, and the Hedge algorithm that combines classifiers by linear weights. We develop stochastic selection strategies that randomly select a subset of kernels for combination and model updating, thus improving the learning efficiency. Our empirical study with 15 data sets shows promising performance of the proposed algorithms for OMKC in both learning efficiency and prediction accuracy.